Vacancy detail

Structured Credit Trading Strat - Assoc/VP level

£1 – £100,000

Location: United Kingdom (London – City of London, London) Type: Permanent

My client is seeking someone to join the Credit Derivatives Quant team. You'll report to the regional head of the Credit quant group, working closely with senior traders, structurers, and salespeople to develop models, risk measures, trade ideas and enhancing their businesses. You'll participate in implementing the modelling capabilities of the Structured Credit derivatives franchise, with opportunities to contribute on a regional and global basis.

Requirements:

  • PhD or Masters from a top tier academic institution in a quantitative field such as Mathematics, Statistics, Physics, Engineering.
  • Experience in applying advanced mathematics, finance and computer technology to finance. Particular credit will be given for exposure to relevant numerical methods (Monte Carlo, grid methods for solving PDEs).
  • Various degrees of professional experience in the above areas will be considered, but the optimal candidate is likely to have around two years of experience in derivatives modelling.
  • Experience in programming in Python and/or C++, C#, Java, etc and be able to demonstrate strong communication skills.
  • Experience and/or research projects with Machine Learning / Data Science is also preferred.

Reference: AMC/RDI/SCQ01

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